Yahoo Finance stock price analysis

Intro

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Data

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Preview of the data
Date INTC.High INTC.Adjusted
2021-05-12 54.65 53.62
2021-05-13 54.39 54.01
2021-05-14 55.85 55.35
2021-05-17 55.89 55.33
2021-05-18 56.14 54.84
2021-05-19 55.43 55.36

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Plot

Plotly interactive graph:

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Stationarity analysis

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Trend

## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression trend 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + tt + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -9.5630 -0.4988  0.0039  0.5193  6.3722 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  2.546e-02  8.908e-02   0.286    0.775    
## z.lag.1     -9.841e-01  5.369e-02 -18.327   <2e-16 ***
## tt          -4.636e-05  2.245e-04  -0.207    0.836    
## z.diff.lag   2.332e-03  3.832e-02   0.061    0.952    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1.162 on 681 degrees of freedom
## Multiple R-squared:  0.4908, Adjusted R-squared:  0.4886 
## F-statistic: 218.8 on 3 and 681 DF,  p-value: < 2.2e-16
## 
## 
## Value of test-statistic is: -18.3271 111.9617 167.9417 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau3 -3.96 -3.41 -3.12
## phi2  6.09  4.68  4.03
## phi3  8.27  6.25  5.34

According to the ADF test the series are integrated of order 1, or in other words have become stationary after 1 differentiation(s).

Drift

## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -9.5693 -0.4873  0.0063  0.5195  6.3603 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  0.009513   0.044360   0.214    0.830    
## z.lag.1     -0.983941   0.053653 -18.339   <2e-16 ***
## z.diff.lag   0.002262   0.038296   0.059    0.953    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1.161 on 682 degrees of freedom
## Multiple R-squared:  0.4908, Adjusted R-squared:  0.4893 
## F-statistic: 328.6 on 2 and 682 DF,  p-value: < 2.2e-16
## 
## 
## Value of test-statistic is: -18.3388 168.1572 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.43 -2.86 -2.57
## phi1  6.43  4.59  3.78

According to the ADF test the series are integrated of order 1, or in other words have become stationary after 1 differentiation(s).

None

## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression none 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 - 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -9.5598 -0.4777  0.0158  0.5289  6.3697 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## z.lag.1    -0.983781   0.053611 -18.350   <2e-16 ***
## z.diff.lag  0.002181   0.038267   0.057    0.955    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1.16 on 683 degrees of freedom
## Multiple R-squared:  0.4907, Adjusted R-squared:  0.4892 
## F-statistic: 329.1 on 2 and 683 DF,  p-value: < 2.2e-16
## 
## 
## Value of test-statistic is: -18.3504 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau1 -2.58 -1.95 -1.62

According to the ADF test the series are integrated of order 1, or in other words have become stationary after 1 differentiation(s).

Forecasting

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